Analysis of the securities portfolio of Russian oil companies by the method of Tobin
Abstract
Analysis of the securities portfolio of Russian oil companies by the method of Tobin
Incoming article date: 16.05.2018The article considers the problem of constructing efficient portfolio model of Tobin. Analyzed two types of portfolios: the minimum-risk and maximum profitability on the basis of quotations of oil companies of the Russian Federation (website investing.ru). A comparative analysis of stock returns of the companies and their risks with the help of software tools of MS Excel. In the course of calculations are shares of oil companies and the share of government securities built a pie chart of their percentages. Conclusions, which subsequently should affect the decision of investors.
Keywords: expected return, risk, minimum risk, maximum efficiency, securities, model of John Tobin, investment portfolio, profitability, mathematical expectation, risk free asset quotes